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WPS vs. VTIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


WPSVTIP

Correlation

-0.50.00.51.00.2

The correlation between WPS and VTIP is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

WPS vs. VTIP - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%JuneJulyAugustSeptemberOctoberNovember
-2.02%
2.95%
WPS
VTIP

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WPS vs. VTIP - Expense Ratio Comparison

WPS has a 0.48% expense ratio, which is higher than VTIP's 0.04% expense ratio.


WPS
iShares International Developed Property ETF
Expense ratio chart for WPS: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for VTIP: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

WPS vs. VTIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Property ETF (WPS) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


WPS
Sharpe ratio
The chart of Sharpe ratio for WPS, currently valued at 0.82, compared to the broader market-2.000.002.004.006.000.82
Sortino ratio
The chart of Sortino ratio for WPS, currently valued at 1.28, compared to the broader market-2.000.002.004.006.008.0010.0012.001.28
Omega ratio
The chart of Omega ratio for WPS, currently valued at 1.18, compared to the broader market1.001.502.002.503.001.18
Calmar ratio
The chart of Calmar ratio for WPS, currently valued at 0.31, compared to the broader market0.005.0010.0015.000.31
Martin ratio
The chart of Martin ratio for WPS, currently valued at 2.78, compared to the broader market0.0020.0040.0060.0080.00100.002.78
VTIP
Sharpe ratio
The chart of Sharpe ratio for VTIP, currently valued at 3.16, compared to the broader market-2.000.002.004.006.003.16
Sortino ratio
The chart of Sortino ratio for VTIP, currently valued at 5.62, compared to the broader market-2.000.002.004.006.008.0010.0012.005.62
Omega ratio
The chart of Omega ratio for VTIP, currently valued at 1.73, compared to the broader market1.001.502.002.503.001.73
Calmar ratio
The chart of Calmar ratio for VTIP, currently valued at 4.12, compared to the broader market0.005.0010.0015.004.12
Martin ratio
The chart of Martin ratio for VTIP, currently valued at 26.07, compared to the broader market0.0020.0040.0060.0080.00100.0026.07

WPS vs. VTIP - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.82
3.16
WPS
VTIP

Dividends

WPS vs. VTIP - Dividend Comparison

WPS has not paid dividends to shareholders, while VTIP's dividend yield for the trailing twelve months is around 3.39%.


TTM20232022202120202019201820172016201520142013
WPS
iShares International Developed Property ETF
103.45%2.38%1.16%3.15%2.31%5.11%2.92%2.86%4.17%1.84%3.30%2.75%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.39%3.36%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%0.82%0.05%

Drawdowns

WPS vs. VTIP - Drawdown Comparison


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-27.15%
-0.69%
WPS
VTIP

Volatility

WPS vs. VTIP - Volatility Comparison

The current volatility for iShares International Developed Property ETF (WPS) is 0.00%, while Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) has a volatility of 0.46%. This indicates that WPS experiences smaller price fluctuations and is considered to be less risky than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember0
0.46%
WPS
VTIP